+175.6%
ASML vs IWF
+81.4%
+94.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.3% |
| 30D | +2.2% | -0.4% | +2.6% | +2.7% |
| 3M | -2.3% | -2.6% | +0.3% | +2.0% |
| 6M | +23.0% | +9.1% | +13.8% | +10.2% |
| YTD | +61.1% | +4.5% | +56.6% | +53.4% |
| 1Y | +129.1% | +10.1% | +119.0% | +104.0% |
| All | +175.6% | +81.4% | +94.2% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling